+192.7%
VLO vs GME
+4.1%
+188.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.3% |
| 7D | +5.8% | +0.4% | +5.3% | +5.8% |
| 30D | +28.3% | -1.4% | +29.7% | +28.4% |
| 3M | +48.7% | -15.1% | +63.9% | +49.1% |
| 6M | +71.9% | -22.5% | +94.4% | +72.6% |
| YTD | +138.7% | -5.9% | +144.6% | +138.5% |
| 1Y | +148.5% | -18.6% | +167.1% | +149.0% |
| 3Y | +192.7% | +6.7% | +186.0% | +200.1% |
| All | +192.7% | +4.1% | +188.6% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling